+98.1%
NU vs TNA
+101.9%
-3.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.0% |
| 7D | -4.9% | -7.3% | +2.4% | -2.6% |
| 30D | +7.8% | -14.2% | +22.0% | +13.1% |
| 3M | +20.9% | -4.6% | +25.5% | +22.3% |
| 6M | +0.9% | +36.9% | -36.0% | -9.9% |
| YTD | -12.7% | +42.5% | -55.2% | -23.3% |
| 1Y | -6.4% | +45.8% | -52.2% | -19.3% |
| 3Y | +98.1% | +104.7% | -6.5% | +56.7% |
| All | +98.1% | +101.9% | -3.8% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling